+707.1%
FCX vs TTD
+387.7%
+319.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.8% | +8.2% | +5.9% |
| 7D | +5.7% | +1.7% | +4.0% | +5.3% |
| 30D | +10.1% | +1.6% | +8.5% | +9.3% |
| 3M | +20.2% | -27.8% | +48.0% | +25.8% |
| 6M | +29.7% | -52.1% | +81.8% | +45.3% |
| YTD | +51.9% | -63.1% | +115.0% | +77.7% |
| 1Y | +66.0% | -73.1% | +139.0% | +105.7% |
| 3Y | +102.7% | -83.3% | +186.0% | +153.4% |
| 5Y | +138.9% | -80.6% | +219.5% | +164.1% |
| All | +707.1% | +387.7% | +319.5% | +431.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TTD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling